Important updates to Logical Invest Strategies
We propose a set of investment strategies that combine traditional assets classes such as Equity, Bonds and Commodities with crypto-based assets such as Bitcoin and Ethereum.
The Logical Invest Crypto and Leveraged strategies
We propose a set of investment strategies that combine traditional assets classes such as Equity, Bonds and Commodities with crypto-based assets such as Bitcoin and Ethereum.
Trading Cryptocurrencies Bitcoin and Ethereum on a traditional brokerage
As we are prepping to publish models based on Bitcoin and Ethereum cryptocurrency assets, we are publishing preliminary research on trading assets that track Bitcoin and Ethereum on traditional U.S. based exchanges. We exclude futures which can easily be traded via CME contracts. Using Interactive Brokers as a reference U.S. brokerage these are the main available instruments (not including futures) for trading Bitcoin Funds (as of May 8 2021). Bitcoin Instruments: As expected the most … Read more
New QuantTrader version 515S available for download
We have prepared a new version of QuantTrader which will be used to generate the Logical-Invest signals for the month of March. So please make sure you will use the new version from now on. If you are using the new version with your own strategies, you will need to re-optimize the strategies to get the same performance as with the old QuantTrader 514S version. When you do this you will probably to try out … Read more
Portfolio Builder: How to create a Portfolio of Portfolios
We’ve received a couple of request in the last weeks whether it is possible to create a “Portfolio of Portfolios” in our Portfolio Builder. For example, to create a portfolio holding several of our Core Portfolios plus a custom portfolio in a fixed-weight or custom blend. Or to combine a one of the portfolios in the Portfolio Library with a single strategy or ETF. Cases for this include: You like two of our preset portfolios … Read more
Get Back Adjusted Historical Data for Amibroker using Python and Tiingo api
In this post I will share a quick way for Amibroker users to update quotes using split and dividend back adjusted data from a fairly new provider, Tiingo.com. Although we do run our investment strategies on our very own QuantTrader, we use various other tools to analyse markets, including Amibroker. The problem: Where to download dividend adjusted data Many Amibroker users build strategies that rely on dividend adjusted historical data. At this moment it is difficult to … Read more
Backtested Data vs Historical Data
Understanding why we use backtested data in our webApp Our new ‘home’ is a place to evaluate current strategies and design new portfolios going forward. The data we use is backtested data based on the latest strategy parameters. The reason we do that is to be able to see how each strategy would have performed at current parameters so that we can then combine them into a portfolio. In essence, our new tools are forward looking tools … Read more
Logical Invest 2.0: Strategy & Launch of new application
Dear Subscribers and followers, It all started on the beautiful Greek island of Hydra where Frank, Vangelis and Alex met for the Logical Invest partner meeting in May 2018. Our objective was to define Logical Invest’s strategic priorities along with the concrete steps to accomplish them. Here is what we came up with: Priority 1: Become the “partner of choice” for both retail and institutional investors Make QuantTrader the engine that drives our online offerings as well as … Read more
Portfolio Builder Allocations 2018 – Set yourself up for success
First of January 2018 after a fabulous year in the markets and hopefully also your account. What better time than to spend some hours on revisiting our portfolio allocation to be ready for whatever the new year will bring? As stated previously we update and re-optimize our fixed-weight portfolios in the Portfolio Builder about twice a year. To recap, why do we re-optimize portfolios periodically? Modern Portfolio Theory by Harry Markowitz uses past returns and … Read more
Portfolio optimization: The all new Portfolio Builder
From individual Strategies to Portfolio Optimization Based on the interest of our followers and our own investment philosophy, we have gradually evolved from offering single quantitative strategies towards blends or portfolios of strategies. The way we visualize our own development cycle might be best summarized in a chart: Where are we on this path and where are we heading? We believe we have now a stable set of ‘core-strategies’, which cover a broad spectrum … Read more